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Simplex Trading Portfolio holdings
AUM
$184B
Turnover
28.44%
1-Year Est. Return
51.71%
Simplex Trading is a market maker that trades for its own account, mainly in US stock options and options on futures, using software it builds itself. Its work pairs software developers with data-driven traders. It was founded in Chicago in 2004, and Erik Swanson, who joined straight out of college as a trader, has been its chief executive since 2014. It also invests in early-stage financial and technology start-ups.
This Fund
S&P 500
This Quarter Est. Return
+6.87%
1 Year Est. Return
+51.71%
3 Year Est. Return
+194.66%
5 Year Est. Return
+164.83%
10 Year Est. Return
+968.67%
AUM
$2.45B
AUM Growth
+$147M
(+6.4%)
Cap. Flow
+$45.1M
Cap. Flow % of AUM
Cap. Flow %
1.84%
Top 10 Holdings %
Top 10 Hldgs %
23.61%
Holding
7,357
New
1,313
Increased
2,078
Reduced
2,337
Closed
1,500
Avg Time Held
Equity + Options
1.1
years
Top 10 Avg Time Held
Equity + Options
0.5
years
Top 20 Avg Time Held
Equity + Options
0.5
years
Avg Time Held Equity only
0.4
years
Top 10 Avg Time Held Equity only
0.6
years
Top 20 Avg Time Held Equity only
0.4
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$45.9M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$30.1M |
| 3 |
TWX
Time Warner Inc
TWX
|
+$25.8M |
| 4 |
Booking.com
BKNG
|
+$22.5M |
| 5 |
Alphabet (Google) Class C
GOOG
|
+$17.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$43.6M |
| 2 |
Amgen
AMGN
|
+$33.2M |
| 3 |
Baidu
BIDU
|
+$19.3M |
| 4 |
Alphabet (Google) Class A
GOOGL
|
+$17.3M |
| 5 |
Micron Technology
MU
|
+$17.1M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 39.59% |
| 2 | Consumer Discretionary | 14.54% |
| 3 | Technology | 13.32% |
| 4 | Communication Services | 11.89% |
| 5 | Healthcare | 4.58% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
76
SLB Ltd
SLB
$74.4B
| $5.06M | 0.21% |
72,543
-151,152
| -68% | -$10M |
2016 Q3
4 quarters
|
|
|
CELG
77
CALL
DELISTED
Celgene Corp
CELG
| $4.97M | 0.2% |
3,774
-535
| -12% | -$72.9K |
2014 Q4
11 quarters
|
|
78
Caterpillar
CAT
$274B
| $4.97M | 0.2% |
+39,850
| New | +$4.59M |
2017 Q3
0 quarters
|
|
79
iShares MSCI Brazil ETF
EWZ
$9.43B
| $4.92M | 0.2% |
+117,933
| New | +$4.61M |
2017 Q3
0 quarters
|
|
80
Goldman Sachs
GS
$261B
| $4.89M | 0.2% |
20,615
-21,816
| -51% | -$4.92M |
2014 Q4
11 quarters
|
|
81
CALL
Boeing
BA
$137B
| $4.82M | 0.2% |
3,451
+332
| +11% | +$77.4K |
2015 Q1
10 quarters
|
|
|
82
CALL
Micron Technology
MU
$830B
| $4.62M | 0.19% |
8,240
-1,195
| -13% | -$37.8K |
2014 Q4
11 quarters
|
|
83
GE Aerospace
GE
$348B
| $4.62M | 0.19% |
39,834
-3,501
| -8% | -$423K |
2017 Q1
2 quarters
|
|
84
State Street Health Care Select Sector SPDR ETF
XLV
$50.9B
| $4.6M | 0.19% |
+56,313
| New | +$4.52M |
2017 Q3
0 quarters
|
|
85
Hello Group
MOMO
$668M
| $4.6M | 0.19% |
146,695
+110,994
| +311% | +$4.41M |
2015 Q1
10 quarters
|
|
86
Bunge Global
BG
$19.4B
| $4.58M | 0.19% |
65,905
+30,226
| +85% | +$2.29M |
2016 Q3
4 quarters
|
|
|
DISH
87
DELISTED
DISH Network Corp.
DISH
| $4.57M | 0.19% |
84,228
+21,698
| +35% | +$1.28M |
2014 Q4
11 quarters
|
|
88
PUT
Invesco QQQ Trust
QQQ
$461B
| $4.5M | 0.18% |
28,090
-15,944
| -36% | -$2.28M |
2015 Q1
10 quarters
|
|
89
ProShares UltraPro S&P 500
UPRO
$5.23B
| $4.45M | 0.18% |
229,380
+84,210
| +58% | +$1.54M |
2016 Q1
6 quarters
|
|
90
PUT
IBM
IBM
$233B
| $4.42M | 0.18% |
5,987
-2,609
| -30% | -$363K |
2014 Q4
11 quarters
|
|
91
Bausch Health
BHC
$3.14B
| $4.42M | 0.18% |
308,500
+201,796
| +189% | +$3.05M |
2014 Q4
11 quarters
|
|
|
AGN
92
PUT
DELISTED
Allergan plc
AGN
| $4.41M | 0.18% |
3,283
+486
| +17% | +$113K |
2015 Q1
10 quarters
|
|
93
Autodesk
ADSK
$55B
| $4.41M | 0.18% |
39,259
+12,228
| +45% | +$1.35M |
2017 Q1
2 quarters
|
|
|
94
PUT
Booking.com
BKNG
$122B
| $4.31M | 0.18% |
27,925
+500
| +2% | +$37.9K |
2014 Q4
11 quarters
|
|
95
PUT
NVIDIA
NVDA
$4.31T
| $4.3M | 0.18% |
461,160
+54,400
| +13% | +$226K |
2014 Q4
11 quarters
|
|
|
RTN
96
DELISTED
Raytheon Company
RTN
| $4.3M | 0.18% |
+23,038
| New | +$4.06M |
2017 Q3
0 quarters
|
|
97
ProShares UltraPro QQQ
TQQQ
$32B
| $4.28M | 0.17% |
+900,024
| New | +$4.11M |
2017 Q3
0 quarters
|
|
98
Comcast
CMCSA
$87B
| $4.27M | 0.17% |
110,882
+110,782
| +110,782% | +$4.36M |
2017 Q1
2 quarters
|
|
99
Vale
VALE
$50.9B
| $4.25M | 0.17% |
422,361
+220,609
| +109% | +$2.22M |
2017 Q1
2 quarters
|
|
100
PUT
Alibaba
BABA
$262B
| $4.23M | 0.17% |
10,851
-1,268
| -10% | -$206K |
2014 Q4
11 quarters
|
|
Similar funds
Simplex Trading's Q3 2017 Portfolio in Review
As of Q3 2017, Simplex Trading held 7,357 positions worth $2.45B, up 6.4% from $2.3B the previous quarter. Its ten largest holdings account for 24% of the portfolio.
Simplex Trading's Q3 2017 filing shows 1,313 new, 2,078 increased, 2,337 reduced and 1,500 closed positions. Its largest new stake was iShares Russell 2000 ETF: 214,170 shares worth $31.7M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $43.6M.
By sector, the portfolio is most concentrated in Miscellaneous at 40% of assets, down from 40% a quarter earlier, followed by Consumer Discretionary and Technology.
- Simplex Trading's largest Q3 2017 buy was iShares Russell 2000 ETF: 214,170 shares worth $31.7M.
- Simplex Trading added most to Amazon in Q3 2017, an estimated $45.9M increase.
- Simplex Trading's biggest Q3 2017 reduction was Baidu, cutting an estimated $19.3M.
- Simplex Trading fully exited State Street SPDR S&P 500 ETF Trust in Q3 2017, selling an estimated $43.6M.
- Simplex Trading's ten largest holdings make up 24% of its $2.45B portfolio in Q3 2017.
- Simplex Trading opened 1,313 new positions and closed 1,500 in Q3 2017.
- Simplex Trading's portfolio value rose 6.4% quarter-over-quarter to $2.45B.
Based on Simplex Trading's 13F filing for Q3 2017, filed 25 Oct 2017.